Anic Equity¶

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Total return since start: 0.566 %¶

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Equity now: -----------------------------> 47843.06 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46448.18 Kr¶

PnL: ---------------------------------------> -440.39 Kr¶

DD now: ---------------------------------> -1.618 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 09:11:03.036338'

Anic Portfolio¶

Today¶

Return: 0.651 %¶

This Week¶

Return: 0.651 %¶

Total¶

Return: 56.626 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 0.660000 3156.400000 185.400000 6.240000 2971.000006
HEBA B 70 0.250000 2800.000000 164.000000 6.220000 2636.000010
Corem Property Group B 59 1.560000 653.130000 76.130000 13.190000 576.999999
Samhällsbyggnadsbo. i Norden B 20 0.710000 428.000000 73.000000 20.560000 355.000000
FM Mattsson Mora Group B 50 1.020000 2980.000000 53.000000 1.810000 2927.000000
HMS Networks 2 0.510000 715.600000 42.600000 6.330000 673.000000
Nordea Bank Abp 29 0.890000 3480.000000 26.000000 0.750000 3453.999992
Eastnine 4 1.580000 513.600000 22.600000 4.600000 491.000000
Boozt 12 0.360000 1676.400000 22.400000 1.350000 1653.999996
Essity A 4 0.860000 1168.000000 19.000000 1.650000 1149.000000
Samhällsbyggnadsbo. i Norden D 12 0.740000 261.120000 15.120000 6.150000 246.000000
Midsona B 63 0.850000 597.240000 14.240000 2.440000 582.999984
Intrum 4 1.620000 541.000000 14.000000 2.660000 527.000000
Karnov Group 9 -0.490000 549.000000 13.000000 2.430000 536.000004
OEM International B 7 0.390000 539.000000 11.000000 2.080000 527.999997
Norva24 Group 16 -0.060000 552.960000 9.960000 1.830000 543.000000
Essity B 2 1.180000 583.200000 9.200000 1.600000 574.000000
Resurs Holding 22 -0.530000 581.900000 7.900000 1.380000 573.999998
MedCap 2 0.470000 426.000000 5.000000 1.190000 421.000000
Creaspac SPAC 6 0.520000 582.000000 5.000000 0.870000 577.000002
AcadeMedia 12 -0.040000 561.120000 4.120000 0.740000 557.000004
Handelsbanken A 5 0.780000 550.000000 4.000000 0.730000 546.000000
Coor Service Management Hold. 8 -2.050000 534.800000 2.800000 0.530000 532.000000
Securitas B 6 0.360000 565.680000 -4.320000 -0.760000 570.000000
Swedbank A 3 -0.370000 558.900000 -5.100000 -0.900000 564.000000
CTEK 13 1.230000 524.290000 -9.710000 -1.820000 533.999999
Fastighetsbolag. Emilshus Pref 21 -2.430000 548.100000 -13.900000 -2.470000 562.000005
SAAB B 8 0.970000 3314.400000 -62.600000 -1.850000 3377.000000
International Petroleum Corp. 5 0.860000 525.000000 -69.570000 -11.700000 594.565215
Vivesto 1368 -0.620000 530.240000 -82.760000 -13.500000 612.999432
Sampo Oyj SDB 7 0.000000 3762.500000 -87.500000 -2.270000 3850.000000
OX2 18 1.470000 1557.000000 -107.000000 -6.430000 1663.999992
Axfood 13 0.330000 3567.200000 -188.800000 -5.030000 3756.000001
Ovzon 52 2.780000 3078.400000 -283.600000 -8.440000 3361.999992
Fasadgruppen Group 35 0.610000 3486.000000 -325.000000 -8.530000 3810.999990
TOTAL 46448.180000 -440.390000 -1.618% 46888.564618

Updated:¶

'2023-01-16 09:11:15.218145'
None

Last optimization/rebalancing:¶

'2023-01-14'

Next optimization/rebalancing:¶

'2023-02-23'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶